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Topic: When should I stop the simulation?
Replies: 3   Last Post: Jun 20, 2012 5:36 AM

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Cristiano

Posts: 119
Registered: 12/13/04
When should I stop the simulation?
Posted: Jun 16, 2012 6:54 AM
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I do a simulation to calculate a parameter of an experiment.

I generate N normally distributed random numbers and then I calculate
the parameter from these numbers (it's a correlation coefficient and in
my case its value is always big: 0.98...0.9999).

As the simulation goes on, I periodically print the parameter and I see
that it converges to the real value (the left column is the number of
the samples I use to calculate the parameter):

262144) 0.9988634
524288) 0.9988620
...
2359296) 0.9988636
2621440) 0.9988639
2883584) 0.9988641
3145728) 0.9988642
3407872) 0.9988642
3670016) 0.9988641

Is there any method to decide when to stop the simulation?

Thanks
Cristiano



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